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Examining the patterns of disaggregate energy security risk and crude oil price: the USA scenario over 1970–2040
16 references·3 citing·50 second hopsampled
Examining the patterns of disaggregate energy security risk and crude oil price: the USA scenario over 1970–2040 (2023)Examining the patterns of disaggregate en…Impact of energy intensity, renewable energy, and economic growth on CO2 emissions: Evidence from Africa across regions and income levels (2021)Impact of energy intensity, r…Crude oil production in the Persian Gulf amidst geopolitical risk, cost of damage and resources rents: Is there asymmetric inference? (2020)Crude oil production in the P…What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats? (2019)What are the categories of ge…Geopolitical risks and the predictability of regional oil returns and volatility (2019)Geopolitical risks and the pr…Crude oil price: Demand, supply, economic activity, economic policy uncertainty and wars – From the perspective of structural equation modelling (SEM) (2017)Crude oil price: Demand, supp…Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations (2016)Oil price shocks, policy unce…Uncertainty and Crude Oil Returns (2015)Uncertainty and Crude Oil Ret…The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)The Asset-Pricing Implication…On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)On the Network Topology of Va…Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Measuring Financial Asset Ret…News Arrival, Jump Dynamics, and Volatility Components for Individual Stock Returns (2004)News Arrival, Jump Dynamics, …LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…A test for independence based on the correlation dimension (1996)A test for independence based…The Commodity-Consumer Price Connection: Fact or Fable? (1995)The Commodity-Consumer Price …Stabilization Policy and Private Economic Behavior (1978)Stabilization Policy and Priv…Scrutinizing the impact of energy transition on GHG emissions in G7 countries via a novel green quality of energy mix index (2024)Scrutinizing the impact of en…Role of energy transition in easing energy security risk and decreasing CO2 emissions: Disaggregated level evidence from the USA by quantile-based models (2024)Role of energy transition in …Navigating the winds of change: Assessing the impact of wind energy innovations and fossil energy efficiency on carbon emissions in China (2024)Navigating the winds of chang…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Unit root tests for panel data (2001)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)The Impact of Uncertainty Shocks (2009)Measuring Uncertainty (2015)Can economic policy uncertainty predict stock returns? Global evidence (2018)What do we know about oil prices and stock returns? (2018)Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike? (2019)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Multifractal detrended fluctuation analysis of nonstationary time series (2002)Asymmetric effects of geopolitical risks on energy returns and volatility under different market conditions (2020)Oil price shocks, geopolitical risks, and green bond market dynamics (2020)Geopolitical risk and dynamic connectedness between commodity markets (2022)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2016)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Power and Bipower Variation with Stochastic Volatility and Jumps (2004)Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (2007)Tails, Fears, and Risk Premia (2011)Risk, Uncertainty and Profit (1921)An Intertemporal Capital Asset Pricing Model (1973)On Persistence in Mutual Fund Performance (1997)A Climate Stress-Test of the Financial System (2016)Measuring Economic Policy Uncertainty* (2016)Carbon Tail Risk (2018)On the Estimation of Security Price Volatilities from Historical Data (1980)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)General Diagnostic Tests for Cross Section Dependence in Panels (2004)A simple panel unit root test in the presence of cross‐section dependence (2007)Economic Growth and Income Inequality (2019)Research on influencing factors of renewable energy, energy efficiency, on technological innovation. Does trade, investment and human capital development matter? (2021)The impact of renewable and non-renewable energy consumption on carbon emission intensity in China: Fresh evidence from novel dynamic ARDL simulations (2022)A step towards environmental mitigation: Do green technological innovation and institutional quality make a difference? (2023)A PANIC Attack on Unit Roots and Cointegration (2004)Energy consumption, income, and carbon emissions in the United States (2006)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms4,943 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 1996A test for independence based on the correlation dimension3,573 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,380 cited
  • 2015The Asset-Pricing Implications of Government Economic Policy Uncertainty1,380 cited
  • 2004News Arrival, Jump Dynamics, and Volatility Components for Individual Stock Returns561 cited
  • 2019What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?354 cited
  • 2021Impact of energy intensity, renewable energy, and economic growth on CO2 emissions: Evidence from Africa across regions and income levels306 cited
  • 2016Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations286 cited
  • 2015Uncertainty and Crude Oil Returns256 cited
  • 2017Crude oil price: Demand, supply, economic activity, economic policy uncertainty and wars – From the perspective of structural equation modelling (SEM)121 cited
  • 2020Crude oil production in the Persian Gulf amidst geopolitical risk, cost of damage and resources rents: Is there asymmetric inference?117 cited

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  • 1978Stabilization Policy and Private Economic Behavior114 cited
  • 2019Geopolitical risks and the predictability of regional oil returns and volatility90 cited
  • 1995The Commodity-Consumer Price Connection: Fact or Fable?81 cited
  • Cited by

    • 2024Scrutinizing the impact of energy transition on GHG emissions in G7 countries via a novel green quality of energy mix index58 cited
    • 2024Role of energy transition in easing energy security risk and decreasing CO2 emissions: Disaggregated level evidence from the USA by quantile-based models58 cited
    • 2024Navigating the winds of change: Assessing the impact of wind energy innovations and fossil energy efficiency on carbon emissions in China51 cited